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This paper proposes a new factor rotation for the context of functional principal components analysis. This rotation seeks to re-express a functional subspace in terms of directions of decreasing smoothness as represented by a generalized smoothing metric. The rotation can be implemented simply and we show on two examples that this rotation can improve the interpretability of the leading components. 相似文献
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The Lomax (Pareto II) distribution has found wide application in a variety of fields. We analyze the second-order bias of the maximum likelihood estimators of its parameters for finite sample sizes, and show that this bias is positive. We derive an analytic bias correction which reduces the percentage bias of these estimators by one or two orders of magnitude, while simultaneously reducing relative mean squared error. Our simulations show that this performance is very similar to that of a parametric bootstrap correction based on a linear bias function. Three examples with actual data illustrate the application of our bias correction. 相似文献
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Statistics and Computing - In this paper, we develop a very efficient approach to the Monte Carlo estimation of the expected value of partial perfect information (EVPPI) that measures the average... 相似文献
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We examine the risk of a pre-test estimator for regression coefficients after a pre-test for homoskedasticity under the Balanced Loss Function (BLF). We show analytically that the two stage Aitken estimator is dominated by the pre-test estimator with the critical value of unity, even if the BLF is used. We also show numerically that both the two stage Aitken estimator and the pre-test estimator can be dominated by the ordinary least squares estimator when “goodness of fit” is regarded as more important than precision of estimation. 相似文献
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Michael B. Giles Mateusz B. Majka Lukasz Szpruch Sebastian J. Vollmer Konstantinos C. Zygalakis 《Statistics and Computing》2020,30(3):507-524
We develop a framework that allows the use of the multi-level Monte Carlo (MLMC) methodology (Giles in Acta Numer. 24:259–328, 2015. https://doi.org/10.1017/S096249291500001X) to calculate expectations with respect to the invariant measure of an ergodic SDE. In that context, we study the (over-damped) Langevin equations with a strongly concave potential. We show that when appropriate contracting couplings for the numerical integrators are available, one can obtain a uniform-in-time estimate of the MLMC variance in contrast to the majority of the results in the MLMC literature. As a consequence, a root mean square error of $$\mathcal {O}(\varepsilon )$$ is achieved with $$\mathcal {O}(\varepsilon ^{-2})$$ complexity on par with Markov Chain Monte Carlo (MCMC) methods, which, however, can be computationally intensive when applied to large datasets. Finally, we present a multi-level version of the recently introduced stochastic gradient Langevin dynamics method (Welling and Teh, in: Proceedings of the 28th ICML, 2011) built for large datasets applications. We show that this is the first stochastic gradient MCMC method with complexity $$\mathcal {O}(\varepsilon ^{-2}|\log {\varepsilon }|^{3})$$, in contrast to the complexity $$\mathcal {O}(\varepsilon ^{-3})$$ of currently available methods. Numerical experiments confirm our theoretical findings. 相似文献
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Butler (Precarious Life: The Powers of Mourning and Violence. London, UK: Versa; 2004) observed cultural shifts immediately after 9/11 and suggested that, with regard to grievable and ungrievable lives, societal power structures “produce and maintain certain exclusionary conceptions of who is normatively human” (p. xiv–xv). The current study brings new understanding to the concept of grievability by exploring the symbolically violent de-transitioning of trans people after their deaths. The aim of this exploratory study was to examine the thoughts and attitudes of older trans people (40 y. o. plus) with regard to the phenomenon of nonconsensual de-transitioning after death and the expectations they have regarding the expression of their own identity after death. The wishes of the participants were grouped into four outcome categories: hoping to be memorialized only as their lived identity (25%); only as their identity-assigned-at-birth (6%); as both identities combined (44%); and those who claimed that they did not care how their identity was memorialized (25%). Our findings serve to emphasize the importance of open and honest end-of-life communication as well as to underscore the diverse nature of the transgender population and the complexity of the transgender identity. 相似文献